+11.7%
PCG vs AFRM
-27.4%
+39.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.7% | +0.9% |
| 7D | -0.5% | -8.4% | +7.9% | 0.0% |
| 30D | +0.8% | -18.3% | +19.0% | +1.8% |
| 3M | -22.0% | -12.7% | -9.3% | -21.6% |
| 6M | -17.1% | +3.0% | -20.1% | -17.5% |
| YTD | -16.9% | -11.4% | -5.5% | -16.9% |
| 1Y | -19.1% | -13.3% | -5.7% | -19.1% |
| 3Y | -19.4% | +194.0% | -213.5% | -27.2% |
| 5Y | +9.0% | -50.6% | +59.6% | -0.4% |
| All | +11.7% | -27.4% | +39.2% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling